-41.1%
DIS vs BBWI
-66.0%
+24.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -2.4% |
| 7D | -2.6% | +1.5% | -4.1% | -2.9% |
| 30D | +3.5% | -5.2% | +8.7% | +4.3% |
| 3M | +6.8% | +11.1% | -4.3% | +3.4% |
| 6M | +3.0% | -13.4% | +16.4% | +4.5% |
| YTD | -6.7% | +0.1% | -6.8% | -9.0% |
| 1Y | -10.1% | -36.1% | +26.0% | -3.4% |
| 3Y | +33.0% | -44.1% | +77.1% | +40.4% |
| All | -41.1% | -66.0% | +24.9% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling